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Name: Yizao Wang

Talk Title: Long-range clustering for extremes

Abstract: In this talk I will go over a few recent examples of stationary sequences, of which the extremes form long-range clustering. The phenomena of clustering of extremes have been extensively investigated in the literature since 1980s. However, for most examples the extremal clustering occurs only locally. That is, the locations of extremes within each cluster are bounded and shrink to a single point at the macroscopic level after normalization. For long-range clustering, on the other hand, the locations of extremes within each cluster are unbounded, and they can be further characterized by a random closed set in the scaling limit.

This talk is a contributed talk at EVA 2021. View the programme here.